The Saturday Night Live star performed Chevalier Theatre in Boston, speaking about the impact his ex's hit single, "thank u, next," has had on his life post-split. He joked that most artists opt not to name their exes in songs about them.

"Not this wonderful lady," he quipped. "This diabolical genius named all of us."

Davidson, 25, continued, "We all have to listen to this song and you all have to look at me."

He added that "it's gonna be rough," though he admitted the song is "catchy."

Speaking about the dissolution of his engagement, Davidson admitted he cried at the table with his mom afterward. He added that going through it, however painful, taught him some important lessons.

"It made me see how ugly people can get, and how cool people can be," he said during the set.

He also joked about Louis C.K., who recently came under fire for joking about Parkland shooting survivors during a New York City show and slammed gender non-binary folks, during his set.

"I got a Harry Potter tattoo," Davidson said. "Then the next day Alan Rickman, the guy who played Snape, died and I was like, 'oh, what a weird coincidence.'"

He continued, "Then I got a Willy Wonka tattoo. Next day – Gene Wilder dies. Now I'm like, alright, that's a coincidence. That's weird. So I"m thinking of getting a tattoo of Louis C.K., what do you guys think?"

"That joke used to be about Aziz Ansari, but Aziz has been nice to me recently," Davidson added.

The New Year's Eve show marked Davidson's first return to the stage since he sent fans and friends into a panic with a frightening message on Instagram. In it, he said he didn't "want to be on this earth anymore

Sources have said that the comic is "doing a lot better" since the scare.